+1,873.4%
APD vs CRL
+1,630.9%
+242.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.3% | -3.4% |
| 7D | -3.7% | -6.1% | +2.4% | -2.5% |
| 30D | +9.6% | +12.4% | -2.8% | +5.8% |
| 3M | +1.6% | +27.1% | -25.5% | -5.1% |
| 6M | +2.2% | +85.7% | -83.6% | -14.2% |
| YTD | +25.9% | +69.2% | -43.3% | +6.6% |
| 1Y | +20.1% | +97.5% | -77.4% | -2.5% |
| 3Y | +12.4% | +86.1% | -73.7% | -12.6% |
| 5Y | +11.1% | -10.0% | +21.2% | +2.7% |
| 10Y | +190.1% | +395.0% | -204.8% | +59.3% |
| All | +1,873.4% | +1,630.9% | +242.5% | +749.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling